Variational Integrators in Plasma Physics

Variational integrators are a special kind of geometric discretisation methods applicable to any system of differential equations that obeys a Lagrangian formulation. In this thesis, variational integrators are developed for several important models of plasma physics: guiding centre dynamics (particle dynamics), the Vlasov-Poisson system (kinetic theory), and ideal magnetohydrodynamics (plasma fluid theory). Special attention is given to physical conservation laws like conservation of energy and momentum. Most systems in plasma physics do not possess a Lagrangian formulation to which the variational integrator methodology is directly applicable. Therefore the theory is extended towards nonvariational differential equations by linking it to Ibragimov's theory of integrating factors and adjoint equations. It allows us to find a Lagrangian for all ordinary and partial differential equations and systems thereof. Consequently, the applicability of variational integrators is extended to a much larger family of systems than envisaged in the original theory. This approach allows for the application of Noether's theorem to analyse the conservation properties of the system, both at the continuous and the discrete level. In numerical examples, the conservation properties of the derived schemes are analysed. In case of guiding centre dynamics, momentum in the toroidal direction of a tokamak is preserved exactly. The particle energy exhibits an error, but the absolute value of this error stays constant during the entire simulation. Therefore numerical dissipation is absent. In case of the kinetic theory, the total number of particles, total linear momentum and total energy are preserved exactly, i.e., up to machine accuracy. In case of magnetohydrodynamics, the total energy, cross helicity and the divergence of the magnetic field are preserved up to machine precision.Comment: PhD Thesis, 222 page

Conservation of energy, momentum and actions in numerical discretizations of non-linear wave equations

For classes of symplectic and symmetric time-stepping methods— trigonometric integrators and the Störmer-Verlet or leapfrog method—applied to spectral semi-discretizations of semilinear wave equations in a weakly non-linear setting, it is shown that energy, momentum, and all harmonic actions are approximately preserved over long times. For the case of interest where the CFL number is not a small parameter, such results are outside the reach of standard backward error analysis. Here, they are instead obtained via a modulated Fourier expansion in tim

Geometric Numerical Integration

The subject of this workshop was numerical methods that preserve geometric properties of the flow of an ordinary or partial differential equation. This was complemented by the question as to how structure preservation affects the long-time behaviour of numerical methods

Error analysis of trigonometric integrators for semilinear wave equations

An error analysis of trigonometric integrators (or exponential integrators) applied to spatial semi-discretizations of semilinear wave equations with periodic boundary conditions in one space dimension is given. In particular, optimal second-order convergence is shown requiring only that the exact solution is of finite energy. The analysis is uniform in the spatial discretization parameter. It covers the impulse method which coincides with the method of Deuflhard and the mollified impulse method of Garc\'ia-Archilla, Sanz-Serna & Skeel as well as the trigonometric methods proposed by Hairer & Lubich and by Grimm & Hochbruck. The analysis can also be used to explain the convergence behaviour of the St\"ormer-Verlet/leapfrog discretization in time.Comment: 25 page

Energy conservation issues in the numerical solution of the semilinear wave equation

In this paper we discuss energy conservation issues related to the numerical solution of the nonlinear wave equation. As is well known, this problem can be cast as a Hamiltonian system that may be autonomous or not, depending on the specific boundary conditions at hand. We relate the conservation properties of the original problem to those of its semi-discrete version obtained by the method of lines. Subsequently, we show that the very same properties can be transferred to the solutions of the fully discretized problem, obtained by using energy-conserving methods in the HBVMs (Hamiltonian Boundary Value Methods) class. Similar arguments hold true for different types of Hamiltonian Partial Differential Equations, e.g., the nonlinear Schr\"odinger equation.Comment: 41 pages, 11 figur

Mini-Workshop: Innovative Trends in the Numerical Analysis and Simulation of Kinetic Equations

In multiscale modeling hierarchy, kinetic theory plays a vital role in connecting microscopic Newtonian mechanics and macroscopic continuum mechanics. As computing power grows, numerical simulation of kinetic equations has become possible and undergone rapid development over the past decade. Yet the unique challenges arising in these equations, such as highdimensionality, multiple scales, random inputs, positivity, entropy dissipation, etc., call for new advances of numerical methods. This mini-workshop brought together both senior and junior researchers working on various fastpaced growing numerical aspects of kinetic equations. The topics include, but were not limited to, uncertainty quantification, structure-preserving methods, phase transitions, asymptotic-preserving schemes, and fast methods for kinetic equations

Analysis of Hamiltonian boundary value problems and symplectic integration: a thesis presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Mathematics at Massey University, Manawatu, New Zealand

Listed in 2020 Dean's List of Exceptional ThesesCopyright is owned by the Author of the thesis. Permission is given for a copy to be downloaded by an individual for research and private study only. The thesis may not be reproduced elsewhere without the permission of the Author.Ordinary differential equations (ODEs) and partial differential equations (PDEs) arise in most scientific disciplines that make use of mathematical techniques. As exact solutions are in general not computable, numerical methods are used to obtain approximate solutions. In order to draw valid conclusions from numerical computations, it is crucial to understand which qualitative aspects numerical solutions have in common with the exact solution. Symplecticity is a subtle notion that is related to a rich family of geometric properties of Hamiltonian systems. While the effects of preserving symplecticity under discretisation on long-term behaviour of motions is classically well known, in this thesis (a) the role of symplecticity for the bifurcation behaviour of solutions to Hamiltonian boundary value problems is explained. In parameter dependent systems at a bifurcation point the solution set to a boundary value problem changes qualitatively. Bifurcation problems are systematically translated into the framework of classical catastrophe theory. It is proved that existing classification results in catastrophe theory apply to persistent bifurcations of Hamiltonian boundary value problems. Further results for symmetric settings are derived. (b) It is proved that to preserve generic bifurcations under discretisation it is necessary and sufficient to preserve the symplectic structure of the problem. (c) The catastrophe theory framework for Hamiltonian ODEs is extended to PDEs with variational structure. Recognition equations for $A$-series singularities for functionals on Banach spaces are derived and used in a numerical example to locate high-codimensional bifurcations. (d) The potential of symplectic integration for infinite-dimensional Lie-Poisson systems (Burgers' equation, KdV, fluid equations,...) using Clebsch variables is analysed. It is shown that the advantages of symplectic integration can outweigh the disadvantages of integrating over a larger phase space introduced by a Clebsch representation. (e) Finally, the preservation of variational structure of symmetric solutions in multisymplectic PDEs by multisymplectic integrators on the example of (phase-rotating) travelling waves in the nonlinear wave equation is discussed

On coupling resolved and unresolved physical processes in finite element discretisations of geophysical fluids

At the heart of modern numerical weather forecasting and climate modelling lie simulations of two geophysical fluids: the atmosphere and the ocean. These endeavours rely on numerically solving the equations that describe these fluids. A key challenge is that the fluids contain motions spanning a range of scales. As the small-scale processes (unresolved by the numerical model) affect the resolved motions, they need to be described in the model, which is known as parametrisation. One major class of methods for numerically solving such partial differential equations is the finite element method. This thesis focuses on the coupling of such parametrised processes to the resolved flow within finite element discretisations. Four sets of research are presented, falling under two main categories. The first is the development of a compatible finite element discretisation for use in numerical weather prediction models, so as to avoid the bottleneck in computational scalability associated with the convergence at the poles of latitude-longitude grids. We present a transport scheme for use with the lowest-order function spaces in such a compatible finite element method, which is motivated by the coupling of the resolved and unresolved processes within the model. This then facilitates the use of the lower-order spaces within Gusto, a toolkit for studying such compatible finite element discretisations. Then, we present a compatible finite element discretisation of the moist compressible Euler equations, parametrising the unresolved moist processes. This is a major step in the development of Gusto, extending it to describe its first unresolved processes. The second category with which this thesis is concerned is the stochastic variational framework presented by Holm [Variational principles for stochastic fluid dynamics, P. Roy. Soc. A-Math. Phy. 471 (2176), (2015)]. In this framework, the effect of the unresolved processes and their uncertainty is expressed through a stochastic component to the advecting velocity. This framework ensures the circulation theorem is preserved by the stochastic equations. We consider the application of this formulation to two simple geophysical fluid models. First, we discuss the statistical properties of an enstrophy-preserving finite element discretisation of the stochastic quasi-geostrophic equation. We find that the choice of discretisation and the properties that it preserves affects the statistics of the solution. The final research presented is a finite element discretisation of the stochastic Camassa-Holm equation, which is used to numerically investigate the formation of ‘peakons’ within this set-up, finding that they do still always form despite the noise’s presence.Open Acces